+295.4%
VIAV vs IWD
+71.7%
+223.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +12.0% | +12.3% |
| 7D | +11.3% | -0.2% | +11.5% | +11.3% |
| 30D | -1.0% | -0.8% | -0.2% | -0.4% |
| 3M | -20.5% | +8.0% | -28.5% | -29.5% |
| 6M | +39.0% | +18.2% | +20.8% | +10.6% |
| YTD | +117.5% | +22.3% | +95.1% | +66.9% |
| 1Y | +233.8% | +28.9% | +204.9% | +141.4% |
| 3Y | +295.4% | +71.5% | +223.9% | +80.8% |
| All | +295.4% | +71.7% | +223.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling